Major confusion here. A protein skimmer and an under gravel filter are two completly different components. The protein skimmer is also called a foam fractioner. It is a long cylindrical tube, usually clear, air runs up the inside of it and strips the water of waste before it has the chance to break down into ammonia, nitrite and then finally nitrate. It is usually powered by a power head and air in some way shape or form.

UG filters trap waste over time and if your using a sand bed I dont even think you can use a UG filter. The sand will fall right through the filter and plug it.
Live rock at least 1 pound per gal. Live sand or a good play sand that is safe for aquariums.
Do a google search on skimmers and you will see what were talking about.
Or superskimmer.com has some nice units.. I run the reef devil on both my tanks.
Did you mention what size tank?
Power heads can be used for added flow in a tank.
You also need to think about lighting and what animals you want to keep. There is a lot of work that goes inot setting up a SW tank, its not like a FW tank that can be set up in a few hours.
Keep doing you research and you will be fine..

Welcome to saltwater. You will find if you ask 12 people a question about saltwater, you will get at least 15 opinions. And normally they will contradict each other to some degree. You will find there are many ways to sucessfully navigate saltwater keeping. The most important thing to keep in mind is consistancy. If you keep your water parameters in check you will be ok no matter what type of filtration you use. Each type of filter has it's pros and cons. Keep your eyes open and feel free to ask questions here and you will save some grief in the long run...

I think you have some serious research to do before you dive into the saltwater hobby. You didn't even know what a protein skimmer was and that is a basic piece of equipment for a marine tank. Study up before you make any purchases don't just start a marine tank without knowing at least the basics.